name: viper-strategy
description: >-
VIPER v2.1 — Range-bound liquidity sniper. Enters at support/resistance when Bollinger Bands
are tight, ATR is low, RSI is at extremes within the range, and volume is declining.
Works when nothing is trending — the chop predator. USD-weighted OI filtering (min $5M).
DSL High Water Mode (mandatory). 5-minute scan interval.
Second-best performer in the Senpi zoo at +6.2% ROI.
license: MIT
metadata:
author: jason-goldberg
version: "2.1"
platform: senpi
exchange: aftermath

VIPER v2.1 — Range-Bound Liquidity Sniper

The chop predator. When every momentum strategy is sitting idle because nothing is trending, VIPER is working.

+6.2% ROI and climbing. Second-best performer on the Senpi Predators tracker.

What VIPER Does

VIPER scans the top 25 assets by USD-weighted open interest every 5 minutes. It looks for assets stuck in a range — price bouncing between support and resistance — and enters at the boundaries:

• Long at support when price is at the bottom of a tight Bollinger Band range, RSI is oversold, and volume is declining (sellers exhausting)
• Short at resistance when price is at the top of a tight range, RSI is overbought, and volume is declining (buyers exhausting)

The edge: range-bound markets are predictable. Support holds, resistance holds, and the bounce is mechanical. VIPER catches that bounce.

MANDATORY: DSL High Water Mode

VIPER MUST use DSL High Water Mode. This is not optional.

Spec: https://github.com/Senpi-ai/senpi-skills/blob/main/dsl-dynamic-stop-loss/dsl-high-water-spec%201.0.md

When creating DSL state files for any VIPER position, you MUST include:

{
  "lockMode": "pct_of_high_water",
  "phase2TriggerRoe": 5,
  "tiers": [
    {"triggerPct": 5,  "lockHwPct": 30, "consecutiveBreachesRequired": 3},
    {"triggerPct": 10, "lockHwPct": 50, "consecutiveBreachesRequired": 2},
    {"triggerPct": 15, "lockHwPct": 70, "consecutiveBreachesRequired": 2},
    {"triggerPct": 20, "lockHwPct": 85, "consecutiveBreachesRequired": 1}
  ]
}

If tiers or lockMode is missing from the state file, the DSL engine falls back to flat 1.5% retrace and High Water Mode is silently disabled. Always verify the state file contains these fields after creation.

FALLBACK (until DSL engine supports pct_of_high_water): Use tiersLegacyFallback from config.

Entry Requirements

All filters must pass. If any fails, skip. VIPER is selective — most scans produce zero signals.

DSL Configuration

Phase 1 — Structural Invalidation Only

No time exits. If the range breaks, the floor catches it. If the range holds, patience wins.

Phase 2 — High Water Mode

Phase 2 triggers at +5% ROE (lower than momentum skills — range profits are smaller, start protecting earlier).

Stagnation TP

5% ROE stale for 30 minutes → close. Range bounces play out quickly. If the profit stalls, take it.

Margin & Position Sizing

3 slots × 28% = 84% utilization. VIPER deploys capital aggressively because range entries have higher win rates.

Risk Management

Cron Architecture

Both MUST be isolated sessions with agentTurn. Use NO_REPLY for idle cycles.

Notification Policy

ONLY alert: Position OPENED (asset, direction, support/resistance level, score), position CLOSED (DSL or structural exit), risk triggered, critical error.
NEVER alert: Scanner found nothing, DSL routine, any reasoning.
All crons isolated. NO_REPLY for idle cycles.

Bootstrap Gate

On EVERY session, check config/bootstrap-complete.json. If missing:
1. Verify Senpi MCP
2. Create scanner cron (5 min, isolated) and DSL cron (3 min, isolated)
3. Write config/bootstrap-complete.json
4. Send: "🐍 VIPER is online. Scanning for range-bound setups. Silence = nothing is ranging."

Optional: Trading Strategy Variant

VIPER is proven at +6.2% ROI as-is. One variant is available:

Start with vanilla VIPER. MAMBA is the upgrade path for capturing more from breakout trades.

Expected Behavior

Files

License

MIT — Built by Senpi (https://senpi.ai).
Source: https://github.com/Senpi-ai/senpi-skills